Jakub Kastl
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View article: Estimating Demand Systems with Bidding Data
Estimating Demand Systems with Bidding Data Open
View article: Personalized Pricing and the Value of Time: Evidence From Auctioned Cab Rides
Personalized Pricing and the Value of Time: Evidence From Auctioned Cab Rides Open
We recover valuations of time using detailed data from a large ride‐hail platform, where drivers bid on trips and consumers choose between a set of rides with different prices and wait times. Leveraging a consumer panel, we estimate demand…
View article: Efficient Grid Search to Solve Static Games with Private Information
Efficient Grid Search to Solve Static Games with Private Information Open
View article: How Much is Being a Primary Dealer Worth? Evidence from Argentinian Treasury Auctions
How Much is Being a Primary Dealer Worth? Evidence from Argentinian Treasury Auctions Open
View article: How Do Commercial Banks Leverage Market Power?
How Do Commercial Banks Leverage Market Power? Open
View article: The Industrial Organization of Financial Markets
The Industrial Organization of Financial Markets Open
This chapter discusses recent developments in the literature involving applications of industrial organization methods to finance.We structure our discussion around a simple model of a financial intermediary that concentrates its attention…
View article: The Industrial Organization of Financial Markets
The Industrial Organization of Financial Markets Open
View article: Revisiting Cap-and-Trade in Presence of Publicly Owned Polluters: The Case of Italy 2006-2018
Revisiting Cap-and-Trade in Presence of Publicly Owned Polluters: The Case of Italy 2006-2018 Open
We use the example of the Italian electricity spot market to empirically document that carbon pricing schemes may not work efficiently when the major firms in the market are governmentcontrolled. We show that government-controlled companie…
View article: Primary Dealers and the Demand for Government Debt
Primary Dealers and the Demand for Government Debt Open
"The main objectives of debt management are to raise stable and low-cost funding to meet the government’s financial needs and to maintain a well-functioning market for government securities. A challenge is determining how to sell governmen…
View article: Personalized Pricing and the Value of Time: Evidence from Auctioned Cab Rides
Personalized Pricing and the Value of Time: Evidence from Auctioned Cab Rides Open
We recover valuations of time using detailed data from a large ride-hail platform, where drivers bid on trips and consumers choose between a set of rides with different prices and waiting times.We estimate demand as a function of prices an…
View article: The Value of Time: Evidence from Auctioned Cab Rides
The Value of Time: Evidence from Auctioned Cab Rides Open
View article: On the Private and Social Value of Consumer Data in Vertically-Integrated Platform Markets
On the Private and Social Value of Consumer Data in Vertically-Integrated Platform Markets Open
View article: Masthead
Masthead Open
View article: Masthead
Masthead Open
View article: Selling information to competitive firms
Selling information to competitive firms Open
Internal agency conflicts distort firms' choices and reduce social welfare. To limit these distortions, principals dealing with privately informed agents often acquire information from specialized intermediaries, such as auditing and certi…
View article: Replication data for: Bid Shading and Bidder Surplus in the US Treasury Auction System
Replication data for: Bid Shading and Bidder Surplus in the US Treasury Auction System Open
We analyze bidding data from uniform price auctions of US Treasury bills and notes between July 2009 and October 2013. Primary dealers consistently bid higher yields compared to direct and indirect bidders. We estimate a structural model o…
View article: Selling information to competitive firms
Selling information to competitive firms Open
Internal agency conflicts distort firms' choices and reduce social welfare. To limit these distortions, principals dealing with privately informed agents often acquire information from specialized intermediaries, such as auditing and certi…
View article: Masthead
Masthead Open
View article: Masthead
Masthead Open
View article: An Empirical Analysis of Funding Costs Spillovers in the Euro-Zone with Application to Systemic Risk
An Empirical Analysis of Funding Costs Spillovers in the Euro-Zone with Application to Systemic Risk Open
We propose a framework for estimation of spillovers between funding costs of individual banks. The estimation proceeds in three steps: First, using data from liquidity auctions of the European Central Bank, we estimate the funding costs in…
View article: An Empirical Analysis of Funding Costs Spillovers in the EURO-zone with Application to Systemic Risk
An Empirical Analysis of Funding Costs Spillovers in the EURO-zone with Application to Systemic Risk Open
We propose a framework for estimation of spillovers between funding costs of individual banks.The estimation proceeds in three steps: First, using data from liquidity auctions of the European Central Bank, we estimate the funding costs in …
View article: Selling Information to Competitive Firms
Selling Information to Competitive Firms Open